Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-02-02 0.424711 0.470285 0.520529 0.580369 0.650136 0.729451 0.827222
2025-02-09 0.364778 0.421379 0.487638 0.571912 0.677692 0.808074 0.984188
2025-02-16 0.327505 0.390820 0.468487 0.572646 0.711684 0.895515 1.165352
2025-02-23 0.291233 0.356107 0.438561 0.553794 0.715388 0.941810 1.298862
2025-03-02 0.260580 0.324827 0.408834 0.530249 0.707656 0.968919 1.407991
2025-03-09 0.244600 0.310910 0.400161 0.533735 0.737615 1.054597 1.626987
2025-03-16 0.235823 0.305594 0.402258 0.552159 0.791587 1.186086 1.957761
2025-03-23 0.225382 0.296855 0.398341 0.560632 0.830466 1.299152 2.287972
2025-03-30 0.214715 0.286803 0.391374 0.563193 0.859369 1.399463 2.624536
2025-04-06 0.203791 0.275483 0.381399 0.559573 0.876643 1.480819 2.947365
2025-04-13 0.189277 0.257857 0.360396 0.535587 0.854064 1.479363 3.071092
2025-04-20 0.182514 0.251435 0.356276 0.539505 0.883244 1.589248 3.524025
2025-04-27 0.176220 0.245589 0.353028 0.545340 0.918504 1.723811 4.124789
2025-05-04 0.168367 0.236820 0.344378 0.540669 0.932282 1.813326 4.641294
2025-05-11 0.162573 0.230919 0.339978 0.543207 0.961172 1.946296 5.391882
2025-05-18 0.153808 0.219789 0.326078 0.526737 0.947397 1.968954 5.752165
2025-05-25 0.144859 0.207933 0.310265 0.505353 0.920324 1.951495 5.946493
2025-06-01 0.140855 0.203907 0.307589 0.508977 0.949521 2.094680 6.956179
2025-06-08 0.139379 0.203911 0.311829 0.526451 1.013155 2.355695 8.828821
2025-06-15 0.136499 0.201401 0.311430 0.534521 1.055814 2.568642 10.756845
2025-06-22 0.132971 0.197611 0.308471 0.537002 1.085085 2.749121 12.790277
2025-06-29 0.128844 0.192602 0.302986 0.533661 1.099004 2.882588 14.744465
2025-07-06 0.122346 0.183258 0.289060 0.511210 1.059806 2.814257 14.905648